Publications

Type of Publication: Article in Journal

Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability

Author(s):
Fissler, T.; Hoga, Y.
Title of Journal:
Journal of Business & Economic Statistics
Volume (Publication Date):
42 (2024)
Number of Issue:
2
pages:
485-498
Digital Object Identifier (DOI):
doi:10.1080/07350015.2023.2200514
Citation:
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